+42.2%
SGI vs ALLY
-10.9%
+53.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -10.7% | -2.1% | -8.5% | -9.6% |
| 30D | -3.6% | +2.0% | -5.6% | -4.3% |
| 3M | -5.4% | -13.3% | +7.9% | +2.0% |
| 6M | -7.0% | -9.9% | +2.8% | -1.6% |
| YTD | -31.6% | -13.5% | -18.1% | -26.2% |
| 1Y | -33.5% | -2.8% | -30.7% | -32.3% |
| 3Y | +66.5% | +63.4% | +3.0% | +24.4% |
| 5Y | +42.2% | -10.9% | +53.0% | +50.4% |
| All | +42.2% | -10.9% | +53.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling